+1,124.4%
LNG vs MAS
+1,145.9%
-21.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.4% | -0.8% | -3.1% |
| 7D | -12.3% | +4.6% | -16.9% | -14.0% |
| 30D | +1.6% | +19.9% | -18.3% | -5.1% |
| 3M | +10.0% | +8.9% | +1.1% | +5.9% |
| 6M | +4.2% | +20.2% | -16.0% | -4.5% |
| YTD | +44.8% | +33.9% | +11.0% | +25.4% |
| 1Y | +37.3% | +34.7% | +2.6% | +18.3% |
| 3Y | +65.8% | +60.4% | +5.5% | +29.5% |
| 5Y | +171.7% | +43.5% | +128.2% | +113.5% |
| 10Y | +697.6% | +226.7% | +471.0% | +336.1% |
| All | +1,124.4% | +1,145.9% | -21.5% | +190.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MAS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling